相关论文: Coupled tensor models for probability mass functio…

The single sensor probability hypothesis density (PHD) and cardinalized probability hypothesis density (CPHD) filters have been developed in the literature using the random finite set framework. The existing multisensor extensions of these…

The matched filter (MF) is widely used to detect signals hidden within the noise. If the noise is Gaussian, its performances are well-known and describable in an elegant analytical form. The treatment of non-Gaussian noises is often…

Tensor networks are efficient factorisations of high-dimensional tensors into a network of lower-order tensors. They have been most commonly used to model entanglement in quantum many-body systems and more recently are witnessing increased…

The estimation of high dimensional precision matrices has been a central topic in statistical learning. However, as the number of parameters scales quadratically with the dimension $p$, many state-of-the-art methods do not scale well to…

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…

Canonical polyadic decomposition (CPD) is at the core of fast matrix multiplication, a computational problem with widespread implications across several seemingly unrelated problems in computer science. Much recent progress in this field…

This paper proposes fast randomized algorithms for computing the Kronecker Tensor Decomposition (KTD). The proposed algorithms can decompose a given tensor into the KTD format much faster than the existing state-of-the-art algorithms. Our…

Probabilistic inference in pairwise Markov Random Fields (MRFs), i.e. computing the partition function or computing a MAP estimate of the variables, is a foundational problem in probabilistic graphical models. Semidefinite programming…

Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In…

This paper initiates a series of studies on a COS-tensor framework, as an efficient alternative to MC for large and liquid portfolios characterized by a modest number of dominant risk factors but a large number of trades. The framework is…

With the advancements in computing technology and web-based applications, data is increasingly generated in multi-dimensional form. This data is usually sparse due to the presence of a large number of users and fewer user interactions. To…

Matrix factorization is a common machine learning technique for recommender systems. Despite its high prediction accuracy, the Bayesian Probabilistic Matrix Factorization algorithm (BPMF) has not been widely used on large scale data because…

In Computer Vision, edge detection is one of the favored approaches for feature and object detection in images since it provides information about their objects boundaries. Other region-based approaches use probabilistic analysis such as…

In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…

We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…

This paper is concerned with the problem of recovering third-order tensor data from limited samples. A recently proposed tensor decomposition (BMD) method has been shown to efficiently compress third-order spatiotemporal data. Using the…

Recently, triple decomposition has attracted increasing attention for decomposing third-order tensors into three factor tensors. However, this approach is limited to third-order tensors and enforces uniformity in the lower dimensions across…

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Tensor-network techniques have enjoyed outstanding success in physics, and have recently attracted attention in machine learning, both as a tool for the formulation of new learning algorithms and for enhancing the mathematical understanding…

We consider the problem of the estimation of a high-dimensional probability distribution from i.i.d. samples of the distribution using model classes of functions in tree-based tensor formats, a particular case of tensor networks associated…